+132.5%
GOOGL vs CHD
+19.3%
+113.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.9% | -4.2% | +2.3% | -1.5% |
| 30D | -7.5% | -7.6% | +0.1% | -6.9% |
| 3M | -9.2% | -1.6% | -7.6% | -9.1% |
| 6M | +8.1% | -6.3% | +14.4% | +8.3% |
| YTD | +5.8% | +14.6% | -8.8% | +5.2% |
| 1Y | +38.3% | +1.6% | +36.7% | +38.5% |
| 3Y | +144.8% | +3.1% | +141.6% | +139.4% |
| 5Y | +132.5% | +21.1% | +111.5% | +116.6% |
| All | +132.5% | +19.3% | +113.2% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling